-15.8%
KHC vs FXI
-1.5%
-14.4%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | +0.1% | -0.7% |
| 7D | -2.0% | +4.4% | -6.4% | -2.2% |
| 30D | +9.7% | +1.2% | +8.4% | +9.6% |
| 3M | -2.0% | -4.2% | +2.2% | -1.9% |
| 6M | +5.4% | -6.2% | +11.7% | +5.7% |
| YTD | +5.9% | -8.8% | +14.7% | +6.2% |
| 1Y | +7.5% | -11.6% | +19.1% | +7.9% |
| 3Y | -12.4% | +45.1% | -57.5% | -13.3% |
| 5Y | -15.8% | -1.2% | -14.7% | -16.0% |
| All | -15.8% | -1.5% | -14.4% | -16.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FXI.
Daily Out/Under-Performance
Portfolio return minus FXI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FXI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded FXI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling